+804.0%
PBF vs TRMB
-37.5%
+841.6%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.2% | +4.4% | +3.6% |
| 7D | +2.4% | -0.3% | +2.6% | +2.4% |
| 30D | +24.9% | -1.2% | +26.1% | +25.0% |
| 3M | +81.9% | +9.6% | +72.3% | +75.1% |
| 6M | +79.4% | -16.1% | +95.5% | +87.6% |
| YTD | +188.3% | -25.0% | +213.3% | +212.8% |
| 1Y | +177.3% | -27.7% | +204.9% | +204.0% |
| 3Y | +56.0% | +15.3% | +40.7% | +43.5% |
| 5Y | +804.0% | -37.4% | +841.4% | +932.9% |
| All | +804.0% | -37.5% | +841.6% | +932.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TRMB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling